HSBC Call 135 SIE 17.12.2025/  DE000TT4WG72  /

Frankfurt Zert./HSBC
5/7/2021  7:35:41 PM Chg.+0.250 Bid7:42:38 PM Ask7:42:38 PM Underlying Strike price Expiration date Option type
2.910EUR +9.40% 2.900
Bid Size: 25,000
2.940
Ask Size: 25,000
SIEMENS AG NA O.N. 135.00 EUR 12/17/2025 Call

Master data

WKN: TT4WG7
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: SIEMENS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 135.00 EUR
Maturity: 12/17/2025
Issue date: 12/8/2020
Last trading day: 12/16/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.89
Leverage: Yes

Calculated values

Fair value: 0.93
Intrinsic value: 0.93
Implied volatility: 0.87
Historic volatility: 0.29
Parity: 0.93
Time value: 2.02
Break-even: 164.50
Moneyness: 1.07
Premium: 0.14
Premium p.a.: 0.03
Spread abs.: 0.04
Spread %: 1.36%
Delta: 0.35
Theta: 0.00
Omega: 1.69
Rho: 0.94
 

Quote data

Open: 2.770
High: 2.990
Low: 2.770
Previous Close: 2.660
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+12.36%
1 Month  
+7.38%
3 Months  
+31.67%
YTD  
+134.68%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.910 2.450
1M High / 1M Low: 3.000 2.450
6M High / 6M Low: - -
High (YTD): 4/16/2021 3.000
Low (YTD): 1/4/2021 1.190
52W High: - -
52W Low: - -
Avg. price 1W:   2.674
Avg. volume 1W:   0.000
Avg. price 1M:   2.721
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   80.46%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -